26 September 2008
For those of you who want to do some exercises or solve typical problems in probability theory and random processes, I strongly recommend a book by Geoffrey Grimmett and David Stirzaker, One Thousand Exercises in Probability. As the authors said in the preface, there are over three thousands of problems in the book since many exercises include several parts. Personally, I find this book very useful, partly because all exercises come with solutions, which makes it much more readable than many other counterparts, and partly because I realize some faculty here tend to adopt exercises in it and put them in class assignments and exams. (Am I here the first person who realizes this?) So I recommend this book to you and hopefully, it will help you deepen your understanding of those daunting proofs in probability theory and random processes. More luckily, you may learn how to get used to them in von Neumann's sense.
In mathematics you don't understand things, you just get used to them.